37 citations · 78 across the 4 of their papers we have counts for
4 papers
Time Dynamics of Probability Measure and Hedging of Derivatives
S. Esipov, I. Vaysburd
We analyse derivative securities whose value is NOT a deterministic function of an underlying which means presence of a basis risk at any time. The key object of our analysis is co…
Critical RSOS Models in External Fields
Igor Vaysburd
We suggest a new family of unitary RSOS scattering models which is obtained by placing the SO(N) critical models in "electric" or "magnetic" field. These fields are associated with…
Integrable Perturbations of and WZW Models
Igor Vaysburd
We present a new class of 2d integrable models obtained as perturbations of minimal CFT with W-symmetry by fundamental weight primaries. These models are generalisations of well kn…
R-Matrix Formulation of KP Hierarchies and their Gauge Equivalence
H. Aratyn, E. Nissimov, S. Pacheva +1
The Adler-Kostant-Symes -bracket scheme is applied to the algebra of pseudo-differential operators to relate the three integrable hierarchies: KP and its two modifications, know…